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A NON STOCHASTIC RIDGE REGRESSION ESTIMATOR AND COMPARISON WITH THE JAMES-STEIN ESTIMATOR

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dc.creatorLUIS ALBERTO FIRINGUETTI LIMONE
dc.date2016
dc.date.accessioned2025-01-10T14:29:54Z
dc.date.available2025-01-10T14:29:54Z
dc.date.issued2016
dc.description.abstractTHIS ARTICLE PRESENTS A NON-STOCHASTIC VERSION OF THE GENERALIZED RIDGE REGRESSION ESTIMATOR THAT ARISES FROM A DISCUSSION OF THE PROPERTIES OF A GENERALIZED RIDGE REGRESSION ESTIMATOR WHOSE SHRINKAGE PARAMETERS ARE FOUND TO BE CLOSE TO THEIR UPPER BOUNDS. THE RESULTING ESTIMATOR TAKES THE FORM OF A SHRINKAGE ESTIMATOR THAT IS SUPERIOR TO BOTH THE ORDINARY LEAST SQUARES ESTIMATOR AND THE JAMES-STEIN ESTIMATOR UNDER CERTAIN CONDITIONS. A NUMERICAL STUDY IS PROVIDED TO INVESTIGATE THE RANGE OF SIGNAL TO NOISE RATIO UNDER WHICH THE NEW ESTIMATOR DOMINATES THE JAMES-STEIN ESTIMATOR WITH RESPECT TO THE PREDICTION MEAN SQUARE ERROR.
dc.formatapplication/pdf
dc.identifier.doi10.1080/03610926.2013.879892
dc.identifier.issn1532-415X
dc.identifier.issn0361-0926
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/7693
dc.languagespa
dc.publisherCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
dc.relation.uri10.1080/03610926.2013.879892
dc.rightsPUBLICADA
dc.titleA NON STOCHASTIC RIDGE REGRESSION ESTIMATOR AND COMPARISON WITH THE JAMES-STEIN ESTIMATOR
dc.title.alternativeUN ESTIMADOR DE REGRESIÓN DE CRESTA NO ESTOCÁSTICO Y COMPARACIÓN CON EL ESTIMADOR DE JAMES-STEIN
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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